+54.6%
JD vs BAH
+404.8%
-350.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | +4.5% | +18.2% | -13.7% | +1.0% |
| 3M | -15.4% | +13.1% | -28.5% | -17.7% |
| 6M | -6.0% | +15.2% | -21.2% | -9.4% |
| YTD | +2.2% | +6.0% | -3.8% | -0.7% |
| 1Y | -6.7% | +3.1% | -9.8% | -8.9% |
| 3Y | +20.5% | -26.2% | +46.7% | +22.8% |
| 5Y | -58.4% | +9.3% | -67.8% | -62.7% |
| 10Y | +32.5% | +212.3% | -179.8% | -15.1% |
| All | +54.6% | +404.8% | -350.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling